The director quashed the speculation during a live Q&A on Twitter.
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"There is no Spider-Man cameo," Whedon said.
"But the Avengers do turn off the dark," he added, in reference to the Broadway Spider-Man musical.
The rumours were sparked by Logan's Run star Jenny Agutter, who has her own cameo in The Avengers.
She has said of her role: "I'm sworn to secrecy. I wasn't allowed a script until I got there, and when I did, I felt like a complete child being on big sets and a huge parking lot full of Winnebagos."
The Avengers arrives in cinemas on April 27 in the UK and on May 4 in the US, while The Amazing Spider-Man reboot - starring Andrew Garfield and Emma Stone - will debut on July 3.
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